I have a button which works ok. What I am trying to achieve is, if a user clicks on a button that button to remain changed, so the user knows he is on page About for eg: All my buttons are black and the active/current page button to be red.

I'm having the same problem. Assigning a 'down' state doesn't seem to work for me. I would like to get this to work with slices / states on the master page. My workaround has been to use the master page slices / states for rollover only, and to have the 'current page' treatment on each page (overlapping the master page layer). This is inefficient because whenever changes are made to the nav, I have to change the current page treatment on every single page.